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portada Stochastic Processes
Type
Physical Book
Author
Publisher
Language
English
Pages
626
Format
Paperback
Dimensions
23.4 x 15.6 x 3.3 cm
Weight
0.88 kg.
ISBN13
9783319872872
Categories

Stochastic Processes

Andrei N. Borodin (Author) · Birkhauser · Paperback

Stochastic Processes - Borodin, Andrei N.

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Synopsis "Stochastic Processes"

Gives a rigorous yet understandable presentation of the theory of stochastic processesPresents the theory of distributions of functionals of diffusions including local times, rarely found in literatureDevotes serious attention to the Brownian local timeIncludes many examples and exercises

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